Well-posedness of Hamilton-Jacobi equations on the Wasserstein space on graphs
Wilfrid Gangbo, University of California, Los Angeles (UCLA)
We study a Hamilton-Jacobi equation on the Wasserstein space on graphs, in the presence of linear operators which include the discrete individual noise operator. Under appropriate conditions, slightly different from the ones covered by the classical theory, we prove a comparison principle, which allows to apply standard arguments for a well posedness theory.
(This talk is based on a joint work with C. Mou and A. Swiech).